Time-series momentum in individual stocks : is it there and where to look?
Jiali Fang, Wei Hao and Udomsak Wongchoti
| Year of publication: |
2022
|
|---|---|
| Authors: | Fang, Jiali ; Wei, Hao ; Wongchoti, Udomsak |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 18, p. 2048-2066
|
| Subject: | economic policy uncertainty | market states | sentiment | Time series momentum | Zeitreihenanalyse | Time series analysis | Wirtschaftspolitik | Economic policy | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Risiko | Risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1983151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012875717